+9.2%
CNH vs PEGA
+43.6%
-34.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.5% | +6.2% | +3.0% |
| 7D | -1.7% | -4.5% | +2.8% | -1.4% |
| 30D | -7.2% | -5.7% | -1.5% | -6.9% |
| 3M | +6.5% | +2.7% | +3.9% | +6.2% |
| 6M | +7.9% | -10.5% | +18.4% | +8.4% |
| YTD | +26.6% | -45.4% | +72.0% | +33.8% |
| 1Y | +13.8% | -44.7% | +58.5% | +19.9% |
| 3Y | +9.2% | +45.7% | -36.5% | +0.3% |
| All | +9.2% | +43.6% | -34.4% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling